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~isPartOf:"Journal of economic dynamics & control"
~language:"bos"
~language:"eng"
~person:"Branch, William A."
~person:"Fabozzi, Frank J."
~type_genre:"Article in journal"
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Branch, William A.
Fabozzi, Frank J.
Hommes, Cars H.
27
Kort, Peter M.
27
Turnovsky, Stephen J.
17
Dawid, Herbert
16
Arifovic, Jasmina
15
Chiarella, Carl
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12
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12
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12
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11
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11
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11
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10
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9
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8
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8
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8
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Journal of economic dynamics & control
The journal of portfolio management : JPM
34
The journal of portfolio management : a publication of Institutional Investor
29
The journal of fixed income
21
International journal of theoretical and applied finance
12
Applied economics
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7
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6
International review of financial analysis
6
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5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The journal of asset management : a major new, international quarterly journal for the financial community
5
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5
The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of structured finance
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Advances in futures and options research : a research annual
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Journal / The Capco Institute : journal of financial transformation
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ECONIS (ZBW)
12
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1
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12
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1
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
2
Local volatility and the recovery rate of credit default swaps
Jansen, Jeroen
;
Das, Sanjiv R.
;
Fabozzi, Frank J.
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974230
Saved in:
3
Imperfect knowledge, liquidity and bubbles
Branch, William A.
- In:
Journal of economic dynamics & control
62
(
2016
),
pp. 17-42
Persistent link: https://www.econbiz.de/10011708143
Saved in:
4
Extracting market information from equity options with exponential Lévy processes
Fabozzi, Frank J.
;
Leccadito, Arturo
;
Tunaru, Radu S.
- In:
Journal of economic dynamics & control
38
(
2014
),
pp. 125-141
Persistent link: https://www.econbiz.de/10010387852
Saved in:
5
Dynamic predictor selection in a new Keynesian model with heterogeneous expectations
Branch, William A.
;
McGough, Bruce
- In:
Journal of economic dynamics & control
34
(
2010
)
8
,
pp. 1492-1508
Persistent link: https://www.econbiz.de/10008664725
Saved in:
6
Introduction to special issue on complexity in economics and finance
Anufriev, Mikhail
;
Branch, William A.
- In:
Journal of economic dynamics & control
33
(
2009
)
5
,
pp. 1019-1022
Persistent link: https://www.econbiz.de/10003844164
Saved in:
7
New Keynesian model with heterogeneous expectations
Branch, William A.
;
McGough, Bruce
- In:
Journal of economic dynamics & control
33
(
2009
)
5
,
pp. 1036-1051
Persistent link: https://www.econbiz.de/10003844165
Saved in:
8
Special issue: Complexity in economics and finance
Anufriev, Mikhail
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003844157
Saved in:
9
Portfolio selection with uncertain exit time : a robust CVaR approach
Huang, Dashan
;
Zhu, Shu-shang
;
Fabozzi, Frank J.
; …
- In:
Journal of economic dynamics & control
32
(
2008
)
2
,
pp. 594-623
Persistent link: https://www.econbiz.de/10003642783
Saved in:
10
Sticky information and model uncertainty in survey data on inflation expectations
Branch, William A.
- In:
Journal of economic dynamics & control
31
(
2007
)
1
,
pp. 245-276
Persistent link: https://www.econbiz.de/10003404885
Saved in:
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